+371.2%
AVAV vs VO
+478.0%
-106.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +10.6% |
| 7D | -10.6% | -2.6% | -8.0% | -8.5% |
| 30D | -18.8% | -0.9% | -17.8% | -17.9% |
| 3M | -34.1% | -3.0% | -31.1% | -32.1% |
| 6M | -35.3% | +2.2% | -37.5% | -36.0% |
| YTD | -53.4% | +10.6% | -64.0% | -56.5% |
| 1Y | -65.6% | +12.5% | -78.2% | -68.4% |
| 3Y | -5.1% | +61.4% | -66.5% | -34.4% |
| 5Y | +18.5% | +33.4% | -14.9% | -4.5% |
| 10Y | +369.8% | +201.5% | +168.3% | +111.3% |
| All | +371.2% | +478.0% | -106.8% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling